ETFs amidst the COVID-induced technological transformation : sectoral insights from time-varying dynamics of tail risk transmissions
Ahmet Tunc
| Year of publication: |
2024
|
|---|---|
| Authors: | Tunc, Ahmet |
| Subject: | Spillovers | Tail risk transmissions | Sector ETFs | Technological transformation | Covid-19 | VaR | Coronavirus | Technischer Fortschritt | Technological change | Spillover-Effekt | Spillover effect | Indexderivat | Index derivative | VAR-Modell | VAR model | Schock | Shock | Risikomanagement | Risk management | Risikomaß | Risk measure |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2024.102243 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015135035